TUD.Math. - Control of Discrete-Time Stochastic Systems - 2012 Spring
Technische Universiteit Delft - Afdeling Wiskunde
/Delft University of Technologoy - Department of Mathematics
Course Control of Discrete-Time Stochastic Systems
/College Regeling van Discrete-Tijd Stochastische Systemen
2012 Spring Semester
Course guide
Welcome to this page!
Contents of this page
Dates and times: 9 February through 14 June 2011;
Thursdays 10:45 - 12:30 hours,
EWI Classroom G.
Jan H. van Schuppen (Lecturer)
Office HB 04.050.
JHvS is present at the TUD only on Thursdays.
He can be reached at CWI on Monday - Wednesday and on Fridays.
Afdeling Wiskunde, Faculteit Elektrotechniek, Wiskunde en Informatica,
Technische Universiteit Delft, Delft.
Department of Mathematics, Faculty of Electrical Engineering,
Mathematics, and Computer Science,
Delft University of Technology, Delft.
Tel. +31 15 278 7293 (TUD, Thursdays)
Tel. +31 20 592 4085 (CWI, Mo. - Wd., Fr.)
Email jh.vanschuppen AT tud DOT nl and J.H.van.Schuppen AT cwi DOT nl
The aim of the course is to provide an introduction to the
basic concepts and results of control of discrete-time stochastic systems.
Control and signal processing problems arise in engineering,
economics, and biology.
Solution of such problems requires mathematical
models in the form of dynamic systems.
In distinction with other areas of mathematics,
a dynamic system describes the relation between an input and
an output signal in terms of the state.
The course is addressed at mathematics students
of the master level,
those in their fourth or fifth year of studies.
Students from other areas of engineering are also welcome
because the topic of the course is used in those areas.
To register for the course follow the procedures stated
in the Course Catalogue for Master level students in Mathematics.
For questions about the course you may contact the lecturer
at the email address listed above.
Analysis, probability, and linear algebra.
Program of lectures
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Lectures notes 2012.
Chapters 1 - 11 and Appendices A - G.
pdf file.
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Written or oral exam, to be decided based on the number
of course participants.
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Home work sets with exercises.
Weekly homework sets will be published on the web and handed out in class.
Solutions to homeworksets are due at the lecturer one week after
they have been published.
-
The course grade is based for 50% on the oral exam
and for the other 50% on the solutions to home work sets
in case solutions are turned in to all homeworksets.
Last update 15 February 2012.
This page is maintained by
Jan H. van Schuppen.